If you go to handpaintedyarn.com you can buy merino roving there. It is the stuff that Malabrigo is made out of, so you can have your own mmmm for a TON cheaper.
I tend to buy mill ends on eBay for my source. You can get tons of brown sheeps mill ends, which is fun to spin. Around shearing season you will see alot of raw wool and alpaca on there, too.
No, I am not ashamed that I have a major crush on a man who dressed in tights and made faces for most of the 80's, and now plays a crippled drug addicted doctor...and is almost the same age as my father.